Narrow search
Showing 21 - 30 of 562
Cover Image
A business cycle approach to rating based credit risk modeling
Trück, Stefan - 2005
Persistent link: https://www.econbiz.de/10003734838
Cover Image
It's not now or never : implications of investment timing and risk aversion on climate adaptation to extreme events
Truong, Chi; Trück, Stefan - In: European journal of operational research : EJOR 253 (2016) 3, pp. 856-868
Persistent link: https://www.econbiz.de/10011494108
Cover Image
Carbon pass-through rates on spot electricity prices in Australia
Nazifi, Fatemeh; Trück, Stefan; Zhu, Liangxu - In: Energy economics 96 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012817050
Cover Image
Volatility spillovers in Australian electricity markets
Han, Lin; Kordzakhia, Nino; Trück, Stefan - In: Energy economics 90 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012517199
Cover Image
A dynamic network analysis of spot electricity prices in the Australian national electricity market
Yan, Guan; Trück, Stefan - In: Energy economics 92 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012519993
Cover Image
Trading strategies and return patterns in commodity futures markets
Rothenberger, Marcel - 2022
This thesis analyzes commodity futures pricing, trading activities in commodity futures contracts and their use for investment strategies. The aim of this thesis is to fill important gaps in the research field of commodity markets and to highlight special characteristics of commodity futures. It...
Persistent link: https://www.econbiz.de/10013268074
Cover Image
The relationship between carbon, commodity and financial markets : a copula analysis
Gronwald, Marc; Ketterer, Janina; Trück, Stefan - In: The economic record : er 87 (2011), pp. 105-124
Persistent link: https://www.econbiz.de/10009348673
Cover Image
Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo; Ortobelli Lozza, Sergio; Trück, Stefan - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1192-1206
Persistent link: https://www.econbiz.de/10012495268
Cover Image
A note on the impact of news on us household inflation expectations
Wang, Ben Zhe; Sheen, Jeffrey R.; Trück, Stefan; Chao, … - In: Macroeconomic dynamics 24 (2020) 4, pp. 995-1015
Persistent link: https://www.econbiz.de/10012241046
Cover Image
Convenience yields and risk premiums in the EU-ETS-evidence from the Kyoto commitment period
Trück, Stefan; Weron, Rafał - In: The journal of futures markets 36 (2016) 6, pp. 587-611
Persistent link: https://www.econbiz.de/10011568460